Preheat oven to 475 degrees and position rack in center of oven. Cover a baking sheet with aluminum foil. Combine the flour, sea salt and pepper in a small bowl (you can pulverize oats in a blender or food processor if you are unable to find oat flour). Pour the beaten eggs into another small bowl. Mix together the polenta, paprika and thyme in a medium bowl. Working in batches, dredge the shrimp in the flour. Shake off any excess flour. Dip the flour-dredged shrimp into the eggs and then coat with the polenta mixture. Very lightly dab shrimp, on both sides, with the olive oil. Place the shrimp on the prepared baking sheet. Bake for 10 to 12 minutes until crisp and golden. Sprinkle with the kosher salt.